Hallo,

i'm struggling with the NT7 Market replay. It's not very responsive and a pain. I think i've seen a possibility to feed data (tick data too) into NT7 with external components. If yes is it usable or also a pain?

Please can anyone share some Buzz Words to search for or some usefull links?

I've already done an own backtest engine, but i want to visualize the trade progress in detail.

Thanks,
Koepisch

Koepisch 

Hallo, i'm struggling with the NT7 Market replay. It's not very responsive and a pain. I think i've seen a possibility to feed data (tick data too) into NT7 with external components. If yes is it usable or also a pain? Please can anyone share some Buzz Words to search for or some usefull links? I've already done an own backtest engine, but i want to visualize the trade progress in detail. Thanks, Koepisch

You "simply" have to send data to 127.0.0.1:36973, in TCP. You can use NTDirect.dll which can do the job.
I wrote something in Python years ago, I found it simpler than using the .dll: read a text file and send the data to port 36973.
It still works and I can provide a skeleton if needed.

Hi Sam,

it would be great if you can provide me some more details about the TCP content to send the data to NT. Can i feed the interface with tick data or are there some options?

Thanks,
Koepisch

Koepisch 

Hi Sam, it would be great if you can provide me some more details about the TCP content to send the data to NT. Can i feed the interface with tick data or are there some options? Thanks, Koepisch

You feed it with tick data, but only 1 level of bid/ask. I can provide my Python app as an example if needed.

Hi Sam,

it would be great if you could share the python part which belongs to the tcp payload creation, to get insight into the packaging of the tick data.

Thanks,
Koepisch

sam028 

You feed it with tick data, but only 1 level of bid/ask. I can provide my Python app as an example if needed.

Koepisch 

Hi Sam, it would be great if you could share the python part which belongs to the tcp payload creation, to get insight into the packaging of the tick data. Thanks, Koepisch

Here you go.
It's a very simple example, it's only sending data for a single instrument in parallel.
It's using Python 2, PySide.QtCore libraries are required for the small GUI.


The input file looks like this:
SPY.txt
2015-01-15 12:56:13.237;199.3600;300;199.3600;199.3700
2015-01-15 12:56:13.237;199.3600;100;199.3600;199.3700
2015-01-15 12:56:13.237;199.3600;300;199.3600;199.3700
2015-01-15 12:56:13.241;199.3600;100;199.3600;199.3700
2015-01-15 12:56:13.249;199.3700;100;199.3600;199.3700

Hi Sam,

thanks a lot for your help. I've looked at the code and could get the main part. It's quite cool what you can made with Python. I'm only firm in C related programming. Will the chart data be updated if you make a chart historical reload (if you don't save the data into historical data set)? I need a save playground - perhaps i could use a future date, if it's possible.

Regards,
Koepisch

sam028 

Here you go. It's a very simple example, it's only sending data for a single instrument in parallel. It's using Python 2, PySide.QtCore libraries are required for the small GUI. The input file looks like this: SPY.txt 2015-01-15 12:56:13.237;199.3600;300;199.3600;199.3700 2015-01-15 12:56:13.237;199.3600;100;199.3600;199.3700 2015-01-15 12:56:13.237;199.3600;300;199.3600;199.3700 2015-01-15 12:56:13.241;199.3600;100;199.3600;199.3700 2015-01-15 12:56:13.249;199.3700;100;199.3600;199.3700

Koepisch 

Hi Sam, thanks a lot for your help. I've looked at the code and could get the main part. It's quite cool what you can made with Python. I'm only firm in C related programming. Will the chart data be updated if you make a chart historical reload (if you don't save the data into historical data set)? I need a save playground - perhaps i could use a future date, if it's possible. Regards, Koepisch

The historical reload won't work unless selecting "Save chart data as historical".

sam028 

The historical reload won't work unless selecting "Save chart data as historical".

Hi Sam,

this is exactly what i wanted. The external data shouldn't be saved. Thanks.

Regards,
Koepisch